+21,696.6%
TSM vs SRE
+1,428.8%
+20,267.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | -2.1% | -8.2% | +6.1% | +0.9% |
| 30D | -12.5% | -3.6% | -8.9% | -11.5% |
| 3M | -5.0% | -6.3% | +1.3% | -3.2% |
| 6M | -3.2% | -13.0% | +9.8% | +0.9% |
| YTD | +31.5% | -9.2% | +40.7% | +34.9% |
| 1Y | +35.7% | -13.1% | +48.8% | +41.3% |
| 3Y | +323.5% | +22.4% | +301.1% | +282.1% |
| 5Y | +263.4% | +47.1% | +216.2% | +202.6% |
| 10Y | +1,598.5% | +121.0% | +1,477.5% | +1,043.2% |
| All | +21,696.6% | +1,428.8% | +20,267.8% | +8,250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling